This calculator computes measures of association between paired variables, and the associated
statistical significance. Pearson, Spearman, and Kendall correlation measures are all computed. Enter up to
20 paired observations.

Data

X

Y

Summary

N =

Pearson r Test

r =
P(r' < r) = ,
P(r' > r) =

Spearman ρ Test

ρ =
P(ρ' < ρ) = ,
P(ρ' > ρ) =

Kendall τ Test

τ =
P(τ' < τ) = ,
P(τ' > τ) =

The Meta.Numerics statistics library allows you to perform these and other operations on bi-variate and
multi-variate data sets.